QVR as of June 30, 2020
Portfolio Holdings for QVR
QVR holds 13 positions in its portfolio as reported in the June 2020 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Ishares Tr 20 Yr Tr Bd Etf Put Option (TLT) | 45.2 | $132M | 808k | 163.93 | |
| Invesco Qqq Tr Unit Ser 1 Put Option (QQQ) | 21.1 | $62M | 250k | 247.60 | |
| Spdr S&p 500 Etf Tr Tr Unit (SPY) | 13.3 | $39M | 126k | 308.36 | |
| Ishares Tr Msci Eafe Etf Put Option (EFA) | 7.3 | $21M | 350k | 60.87 | |
| Ishares Tr Russell 2000 Etf Call Option (IWM) | 5.5 | $16M | 113k | 143.08 | |
| Ishares Tr China Lg-cap Etf Put Option (FXI) | 1.4 | $4.0M | 100k | 39.70 | |
| Ishares Tr U.s. Real Es Etf Put Option (IYR) | 1.3 | $3.9M | 50k | 78.82 | |
| Ishares Tr Iboxx Hi Yd Etf Call Option (HYG) | 1.3 | $3.9M | 48k | 81.63 | |
| Barclays Bk Ipth Sr B S&p Put Option | 1.0 | $3.1M | 90k | 33.96 | |
| Ishares Msci Brazil Etf Put Option (EWZ) | 1.0 | $3.0M | 50k | 60.88 | |
| United Sts Oil Units Put Option (USO) | 1.0 | $2.9M | 854k | 3.45 | |
| United Sts Nat Gas Unit Par Put Option | 0.4 | $1.0M | 101k | 10.26 | |
| Ishares Silver Tr Ishares (SLV) | 0.2 | $518k | 30k | 17.01 |
